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DateTitle Authors
2008 Seasonality with Trend and Cycle Interactions in Unobserved Components ModelsKoopman, Siem Jan / Lee, Kai Ming
2008 Long memory and periodicity in intraday volatilities of stock index futuresRossi, Eduardo / Fantazzini, Dean
2010 Relative forecasting performance of volatility models: Monte Carlo evidenceLux, Thomas / Morales-Arias, Leonardo
2002 Price incentives, non-price factors, and agricultural production in Sub-Saharan Africa: a cointegration analysisThiele, Rainer
2005 A new method for combining detrending techniques with application to business cycle sychchronization of the new EU membersDarvas, Zsolt / Vadas, Gábor
2010 Fractional cointegration in US term spreadsCaporale, Guglielmo Maria / Gil-Alana, Luis A.
2010 Long memory and volatility dynamics in the US dollar exchange rateCaporale, Guglielmo Maria / Gil-Alana, Luis A.
2005 A simulation based specification test for diffusion processesBhardwaj, Geetesh / Corradi, Valentina / Swanson, Norman R.
2006 Predictive inference under model misspecification with an application to assessing the marginal predictive content of money for outputArmah, Nii Ayi / Swanson, Norman R.
2011 Numerically Accelerated Importance Sampling for Nonlinear Non-Gaussian State Space ModelsKoopman, Siem Jan / Lucas, Andre / Scharth, Marcel

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